The bank for a changing world

We are looking for

Vice President - Transaction and New Activity Risk Officer

Apply REF: GRO000209

Business Overview:

RISK Global Markets (“RISK GM”) core mission is to provide with full transparency and dynamic analysis of the market, counterparty, valuation and liquidity risks managed by CIB’s Global Markets Units (“GM”). This includes in particular to proactively identify, analyze and review market and counterparty risk exposures, to contribute to the definition of the risk measurement framework and to assist all levels of management on risk-taking decisions. Within RISK GM New-York, the TAC/NAC & Electronic Markets team is a transversal team responsible for the following:

  • Analysis of new activity and exceptional transaction approvals, primarily generated by the Global Markets business lines in Americas (including US and LATAM);
  • Representing the RISK function in TAC/NAC and underwriting committees;
  • Providing coverage of Electronic Business & Markets;
  • Developing frameworks for risk management of Global Market activities.

Responsibilities:

  • Represent the RISK function in approval committees for the validation of structured transactions and new activities initiated by the Global Markets activities across the America’s platform;
  • Conduct quantitative and qualitative risk analyzes (market, liquidity and counterparty risks) for complex and strategic initiatives arising from various business lines (Equity, FX & Commodity, Rates, Credit and Financing activities);
  • Involvement in the decision making process by providing a formal RISK opinion, issuing risk recommendations and proposing risk mitigation strategies;
  • Review and address specific issues such as booking, risk limits, reserves, valuation, risk quantification, monitoring as well as regulatory topics;
  • Ensure the new initiatives are consistent with the Bank risk appetite/strategy and follow-up the implementation of the risk/regulatory frameworks.

Minimum Required Qualifications:

  • Master’s degree in Finance or Economics or Engineering;
  • 5 years + in Risk Management areas (Market Risk / Counterparty Risk) or Front-Office roles;
  • In-depth understanding of market risk and counterparty risks originated from derivatives
  • and securities financing transactions;
  • Strong knowledge of capital market instruments over various assets classes;
  • Understanding quantitative risk measures and related modeling / methodology.

Preferred Qualifications:

Other qualifications include:

  • Good knowledge of regulatory rules impacting capital market products;
  • Ability to communicate efficiently with Management, Business partners (Trading, Sales, Structuring) and other functions (Legal, Compliance, Finance, Operations);
  • Working under pressure and complete projects on time.

FINRA Registrations Required:

 
  • Not Applicable
Primary Location: US-NY-New YorkJob Type: Standard / PermanentJob: RISKSEducation Level: Master Degree or equivalent (> 4 years)Experience Level: At least 5 yearsSchedule: Full-time Behavioural competency: Ability to deliver / Results drivenTransversal competency: Analytical Ability